I've got several sets of the deadshot bags. Good bags for what you're talking about. Contrary to their instructions, I fill them with sand. I'm sure it's because they don't want you blowing out the stitching, but I haven't had an issue with it yet and they stay put.

For years I had a collection of empty shot bags, full of sand and sewn up. The trick there is to wash the sand and let it dry before putting it in the bag.

Dump the sand in a big plastic storage container, and go after it with the water hose. You'll be amazed how much ultra-fine particulates you can wash out. Poke the hose right down into the sand, be vigorous about it. The light, fine stuff runs out with the water, the regular sand grains are too heavy to wash out. (If you are careful)

I found out about this while cleaning sand for a tropical fish tank.

If you leave the fine, dusty stuff in, it will go right through the cloth and sandpaper the finish on your gun, as you shoot. If you clean the sand, it'll do a good job for you.